+3,091.3%
MLM vs VICR
+1,278.3%
+1,813.0%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +8.7% | -10.6% | -3.1% |
| 7D | -4.1% | -23.1% | +19.0% | -0.8% |
| 30D | +8.2% | -48.1% | +56.2% | +17.4% |
| 3M | -3.6% | -32.8% | +29.3% | -0.6% |
| 6M | -15.6% | -47.6% | +32.0% | -12.2% |
| YTD | -16.4% | +34.0% | -50.4% | -26.4% |
| 1Y | -14.3% | +65.0% | -79.3% | -27.1% |
| 3Y | +19.3% | +277.1% | -257.8% | -17.2% |
| 5Y | +29.6% | -5.3% | +34.9% | +3.3% |
| 10Y | +189.9% | +1,075.0% | -885.1% | +41.5% |
| All | +3,091.3% | +1,278.3% | +1,813.0% | +1,046.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VICR.
Daily Out/Under-Performance
Portfolio return minus VICR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VICR return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded VICR wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling